First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem

DOI10.1016/J.JMAA.2016.12.037zbMATH Open1375.60016OpenAlexW2566537031MaRDI QIDQ504897FDOQ504897

Authors N. Mohammadi Jouzdani, Afshin Parvardeh, Safieh Mahmoodi, A. R. Soltani

Publication date 17 January 2017

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2016.12.037

zbMATH Keywords

central limit theoremlinear time seriesBanach spaceperiodically correlated process

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Central limit and other weak theorems (60F05) Probabilistic methods in Banach space theory (46B09)

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Cites work

• scientific article; zbMATH DE number 3675183 (Why is no real title available?)
• scientific article; zbMATH DE number 3336457 (Why is no real title available?)
• A family of minimax rates for density estimators in continuous time
• Characterization of the law of the iterated logarithm in Banach spaces
• On Spectral Domain of Periodically Correlated Processes
• On limit theorems for Banach-space-valued linear processes
• Periodically correlated autoregressive Hilbertian processes
• Strictly stationary solutions of ARMA equations in Banach spaces
• Strictly stationary solutions of ARMA equations with fractional noise
• Strictly stationary solutions of autoregressive moving average equations
• Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise

Cited in

(4)

• Strongly consistent autoregressive predictors in abstract Banach spaces
• On AR(1) models with periodic and almost periodic coefficients.
• On the existence of Hilbert valued periodically correlated autoregressive processes
• On an autoregressive process driven by a sequence of Gaussian cylindrical random variables

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